A new method of calibration for the empirical loglikelihood ratio

DOI10.1016/j.spl.2004.04.002zbMath1075.62012OpenAlexW1987625898MaRDI QIDQ1771430

Min Tsao

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.04.002

zbMATH Keywords

Multivariate normal distributionsConfidence regions\(E\) distributionsEmpirical loglikelihood ratioHotelling's \(T^2\) distributionsUndercoverage problem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (15)

Bounds on coverage probabilities of the empirical likelihood ratio confidence regions. ⋮ Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio ⋮ Smoothed jackknife empirical likelihood method for tail copulas ⋮ Hypothesis testing for two population means: parametric or non-parametric test? ⋮ Inference of high quantiles of a heavy-tailed distribution from block data ⋮ On the tail index of a heavy tailed distribution ⋮ Calibration of the empirical likelihood method for a vector mean ⋮ Edistribution ⋮ Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization ⋮ Balanced augmented empirical likelihood for regression models ⋮ Bootstrap and empirical likelihood methods in extremes ⋮ Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution ⋮ Extending the empirical likelihood by domain expansion ⋮ A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX ⋮ Empirical likelihood intervals for the population mean and quantiles based on balanced ranked set samples

Cites Work

• Unnamed Item
• Empirical likelihood ratio confidence regions
• Empirical likelihood and general estimating equations
• Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
• Empirical likelihood is Bartlett-correctable
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• A Problem in Geometric Probability.
• A small sample calibration method for the empirical likelihood ratio

This page was built for publication: A new method of calibration for the empirical loglikelihood ratio